+117.4%
QCOM vs RVMD
+644.5%
-527.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | +1.0% | +2.3% | +3.1% |
| 30D | +7.7% | +6.4% | +1.3% | +6.6% |
| 3M | -30.1% | +34.9% | -65.0% | -33.3% |
| 6M | +22.8% | +107.6% | -84.7% | +7.7% |
| YTD | +0.2% | +163.7% | -163.5% | -16.6% |
| 1Y | +7.9% | +439.2% | -431.3% | -21.0% |
| 3Y | +55.8% | +499.2% | -443.4% | +7.8% |
| 5Y | +30.1% | +621.7% | -591.6% | -18.8% |
| All | +117.4% | +644.5% | -527.1% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling